SpringerBriefs in Quantitative Finance
SpringerBriefs present concise summaries of cutting-edge research and practical applications across a wide spectrum of fields. Featuring compact volumes of 50 to 125 pages, the series covers a range of content from professional to academic. Briefs are characterized by fast, global electronic dissemination, standard publishing contracts, standardized manuscript preparation and formatting guidelines, and expedited production schedules.
Typical topics might include:
• A timely report of state-of-the art techniques
• A bridge between new research results, as published in journal articles, and a contextual literature review
• A snapshot of a hot or emerging topic
• An in-depth case study
SpringerBriefs in Quantitative Finance showcase topics of current relevance in the field of mathematical finance in a compact format. Published titles will feature both academic-inspired work and more practitioner-oriented material, with a special focus on the application of recent mathematical techniques to finance, including areas such as derivatives pricing and financial engineering, risk measures and risk allocation, risk management and portfolio optimization, computational methods, and statistical modelling of financial data.
1 Volumes from 2013 – 2013Browse All Volumes